Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8260917.0229 | 8400818.1386 | -139901.1157 | 27494.4126 | 193321.1769 | -165826.7643 |
Total P&L (%) | 8260.917 | 8400.8181 | -139.9011 | 27.4944 | 193.3212 | -165.8268 |
Avg Daily Profit (%) | 4.2072 | 4.2785 | -0.0713 | 0.0124 | 0.0548 | 0 |
Buy And Hold Return (%) | 1829.8067 | 1829.8067 | 1829.8067 | 1829.8067 | 1829.8067 | 1829.8067 |
Max Trade Drawdown | -250381 | -101011 | -213929 | -493437 | -243880 | -346751 |
Profit Factor | 13.4338 | 28.394 | 0.6089 | 1.0243 | 1.3967 | 0.7426 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 35.2113 | 38.8889 | 31.4286 | 35.2113 | 38.8889 | 31.4286 |
Ratio Avg Win / Avg Loss | 24.7183 | 44.6192 | 1.3285 | 1.8847 | 2.1949 | 1.6201 |
Largest Winning Trade | 8499536 | 8499536 | 58450 | 328077 | 328077 | 183205 |
Largest Losing Trade | -67618 | -58291 | -67618 | -304501 | -103242 | -304501 |
Avg Bars in Trades | 104 | 103 | 105 | 104 | 103 | 105 |
Avg Bars in Winners | 196 | 178 | 219 | 196 | 178 | 219 |
Avg Bars in Losers | 54 | 55 | 52 | 54 | 55 | 52 |
Bars Traded | 7407 | 3722 | 3685 | 7407 | 3722 | 3685 |
Profit Streak | 0 | 0 | 661.597 | 0 | 0 | 661.597 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74321 | 664275 | -585385 | -631801 | -288027 | -584274 |
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{ "first_band": { "type": "pwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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